I just take the duster head and soak it in room temperature water with Woolite and squish it around by hand to get all the dust and dirt off, you will be amazed at how dirty the water becomes! Rinse it VERY well with cold water. Let the mop head thoroughly dry! If you've already done this a few times and want to increase the duster's ability to pick up dust, spray it with Endust or Pledge (yes, furniture polish) and make sure to flop the mop head around to get even coverage. Don't get carried away. Let the spray dry and it will work like before.
The whole dust-picking-up effectiveness of such dusters is a light coating of, I believe, paraffin wax. Repeated washings will remove the wax, the Endust/Pledge adds a bit of wax back into it. I have to stress that you have to let the Endust/Pledge fully dry before using it again or it will leave streaks. The streaks are easy to remove with spray detailer though. The sprays just contain a tiny bit of very light wax.
In fact, I use Pledge to lightly coat all the under hood and undercarriage chassis black parts. It helps these areas resist dust and other dirt and makes these surfaces look clean and new as well.